+332.3%
CRS vs IRM
+112.1%
+220.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.3% |
| 7D | +4.8% | +6.8% | -2.0% | +1.5% |
| 30D | -23.2% | +2.6% | -25.8% | -23.9% |
| 3M | -45.5% | -9.5% | -36.0% | -42.8% |
| 6M | -33.1% | -8.5% | -24.6% | -30.4% |
| YTD | -7.2% | +40.3% | -47.5% | -21.6% |
| 1Y | -10.0% | +28.7% | -38.7% | -20.9% |
| 3Y | +332.3% | +111.8% | +220.5% | +141.8% |
| All | +332.3% | +112.1% | +220.2% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling